+215.5%
PG vs IEFA
+212.1%
+3.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | +0.8% | -1.5% | +2.3% | +1.5% |
| 3M | -1.3% | +3.4% | -4.8% | -2.9% |
| 6M | -3.8% | +9.5% | -13.3% | -8.0% |
| YTD | +3.6% | +13.0% | -9.4% | -2.4% |
| 1Y | -5.7% | +18.0% | -23.7% | -13.0% |
| 3Y | +1.6% | +65.4% | -63.8% | -20.9% |
| 5Y | +14.6% | +51.6% | -37.0% | -7.7% |
| 10Y | +121.2% | +146.7% | -25.5% | +35.4% |
| All | +215.5% | +212.1% | +3.4% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling